Anic Equity¶

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Total return since start: 0.566 %¶

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Equity now: -----------------------------> 47835.62 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46440.72 Kr¶

PnL: ---------------------------------------> -447.85 Kr¶

DD now: ---------------------------------> -1.633 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 10:54:24.495517'

Anic Portfolio¶

This Week¶

Return: 0.658 %¶

Total¶

Return: 56.636 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.460000 2828.000000 192.000000 7.280000 2636.000010
Beijer Electronics Group 26 -0.170000 3099.200000 128.200000 4.320000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -0.320000 432.600000 77.600000 21.860000 355.000000
Corem Property Group B 59 -1.250000 654.310000 77.310000 13.400000 576.999999
Boozt 12 0.980000 1723.200000 69.200000 4.180000 1653.999996
SAAB B 8 1.080000 3431.200000 54.200000 1.600000 3377.000000
HMS Networks 2 -0.220000 718.000000 45.000000 6.690000 673.000000
OEM International B 7 0.880000 560.700000 32.700000 6.190000 527.999997
Intrum 4 0.990000 551.600000 24.600000 4.670000 527.000000
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
MedCap 2 -0.230000 439.000000 18.000000 4.280000 421.000000
Fastighetsbolag. Emilshus Pref 21 0.000000 577.500000 15.500000 2.760000 562.000005
Coor Service Management Hold. 8 0.070000 547.200000 15.200000 2.860000 532.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Samhällsbyggnadsbo. i Norden D 12 -0.280000 258.960000 12.960000 5.270000 246.000000
Karnov Group 9 0.000000 548.100000 12.100000 2.260000 536.000004
Resurs Holding 22 0.110000 579.260000 5.260000 0.920000 573.999998
AcadeMedia 12 0.210000 561.840000 4.840000 0.870000 557.000004
Swedbank A 3 1.340000 566.550000 2.550000 0.450000 564.000000
Essity A 4 -1.370000 1150.000000 1.000000 0.090000 1149.000000
Creaspac SPAC 6 -0.210000 577.200000 0.200000 0.030000 577.000002
Essity B 2 -1.100000 573.600000 -0.400000 -0.070000 574.000000
Handelsbanken A 5 0.280000 545.500000 -0.500000 -0.090000 546.000000
Securitas B 6 0.000000 569.400000 -0.600000 -0.110000 570.000000
Norva24 Group 16 0.000000 542.080000 -0.920000 -0.170000 543.000000
CTEK 13 1.740000 531.960000 -2.040000 -0.380000 533.999999
Nordea Bank Abp 29 0.030000 3450.420000 -3.580000 -0.100000 3453.999992
Midsona B 63 -0.860000 578.340000 -4.660000 -0.800000 582.999984
International Petroleum Corp. 5 2.030000 554.000000 -40.570000 -6.820000 594.565215
Vivesto 1368 2.060000 570.460000 -42.540000 -6.940000 612.999432
Sampo Oyj SDB 7 -0.370000 3766.000000 -84.000000 -2.180000 3850.000000
OX2 18 1.840000 1541.700000 -122.300000 -7.350000 1663.999992
Axfood 13 -0.250000 3578.900000 -177.100000 -4.720000 3756.000001
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
Ovzon 52 0.710000 2958.800000 -403.200000 -11.990000 3361.999992
TOTAL 46451.180000 -437.390000 -1.61179% 46888.564618

Updated:¶

'2023-01-18 10:53:25.422812'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶